NHPC
Nhpc Ltd
Historical option data for NHPC
21 Sep 2025 04:15 PM IST
| NHPC 30SEP2025 92 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.05
Theta: -0.07
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 87.82 | 0.6 | 0 | 30.74 | 335 | 92 | 467 | |||||||||
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| 14 Sept | 83.50 | 0.15 | 0 | 27.67 | 15 | 6 | 46 | |||||||||
| 17 Aug | 82.32 | 5.55 | 0 | 8.60 | 0 | 0 | 0 | |||||||||
For Nhpc Ltd - strike price 92 expiring on 30SEP2025
Delta for 92 CE is 0.23
Historical price for 92 CE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 30.74, the open interest changed by 92 which increased total open position to 467
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 27.67, the open interest changed by 6 which increased total open position to 46
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 8.60, the open interest changed by 0 which decreased total open position to 0
| NHPC 30SEP2025 92 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.05
Theta: -0.06
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 87.82 | 4.55 | -0.6 | 35.47 | 61 | 4 | 30 |
| 14 Sept | 83.50 | 13.05 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 82.32 | 10.7 | 0 | - | 0 | 0 | 0 |
For Nhpc Ltd - strike price 92 expiring on 30SEP2025
Delta for 92 PE is -0.74
Historical price for 92 PE is as follows
On 21 Sept NHPC was trading at 87.82. The strike last trading price was 4.55, which was -0.6 lower than the previous day. The implied volatity was 35.47, the open interest changed by 4 which increased total open position to 30
On 14 Sept NHPC was trading at 83.50. The strike last trading price was 13.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug NHPC was trading at 82.32. The strike last trading price was 10.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
